+6,683.5%
CDNS vs ENB
+11,245.9%
-4,562.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.7% |
| 7D | +2.4% | -2.4% | +4.8% | +3.2% |
| 30D | -6.0% | +2.5% | -8.5% | -6.8% |
| 3M | -0.1% | -5.8% | +5.7% | +1.4% |
| 6M | -8.6% | -8.5% | -0.1% | -6.7% |
| YTD | +6.1% | +3.9% | +2.2% | +3.9% |
| 1Y | +0.8% | +3.7% | -2.9% | -1.3% |
| 3Y | +26.8% | +70.1% | -43.3% | +6.2% |
| 5Y | +86.9% | +53.2% | +33.7% | +60.8% |
| 10Y | +1,235.1% | +100.2% | +1,134.9% | +927.1% |
| All | +6,683.5% | +11,245.9% | -4,562.3% | +2,949.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling